Superposition of diffusion processes: Feller property
Given a domain \(\Omega = \Omega_+\cup \Omega_-\cup\Gamma\) of \(\mathbb{R}^d\) where \(\Gamma\) is a hypersurface connecting domains \(\Omega_+\) and \(\Omega_-\), consider the Dirichlet form \(\mathcal E\) on \(\Omega\): \[ {\mathcal E}(u,v) ={\mathcal E}^{\Omega_+}(u,v) +{\mathcal E}^{\Omega_-}(u,v)+{\mathcal E}^\Gamma(u, v), \] where \({\mathcal E}^{\Omega_\pm}(u,v)\) are local Dirichlet forms on \(\Omega_\pm\) with the core \({\mathcal C}^\infty_0(\Omega_\pm)\), and \({\mathcal E}^\Gamma(u,v)\) is a Dirichlet form on \(\Gamma\). The main purpose of this paper is to establish the Feller property of the induced Markov process under some suitable conditions. To this end, the authors prove that the resolvent \(G_\lambda f\) resolves strongly a partial differential equation with Ventzel type boundary values. For the entire collection see [Zbl 0964.00044].
- scientific article; zbMATH DE number 16039
- scientific article; zbMATH DE number 1409870
- One-dimensional diffusion processes in bounded domains with boundary conditions and conjugation condition of the Feller-Wentzell type.
- Elliptic boundary value problems and construction of \(L^p\)-strong Feller processes with singular drift and reflection. With a foreword by Martin Grothaus
- scientific article; zbMATH DE number 826137
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